Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -409819.7706 | 124498.4641 | -534318.2347 | 32005651.8879 | 9101688.7466 | 22903963.1413 |
Total P&L (%) | -409.8198 | 124.4985 | -534.3182 | 32005.6519 | 9101.6887 | 22903.9631 |
Avg Daily Profit (%) | -0.2106 | 0.064 | -0.2746 | 0.297 | 0.2326 | 0.2798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -812315 | -51443 | -824469 | -10100946 | -5658705 | -7775530 |
Profit Factor | 0.665 | 1.7752 | 0.4972 | 1.9682 | 1.6782 | 2.1664 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 103 | 48 | 55 | 93 | 42 | 51 |
Losing Trades | 28 | 18 | 10 | 38 | 24 | 14 |
Profitability (%) | 78.626 | 72.7273 | 84.6154 | 70.9924 | 63.6364 | 78.4615 |
Ratio Avg Win / Avg Loss | 0.1808 | 0.6657 | 0.0904 | 0.8042 | 0.959 | 0.5947 |
Largest Winning Trade | 48832 | 22293 | 48832 | 3739425 | 2385016 | 3739425 |
Largest Losing Trade | -752567 | -36763 | -752567 | -5517168 | -2277866 | -5517168 |
Avg Bars in Trades | 27 | 7 | 48 | 27 | 7 | 48 |
Avg Bars in Winners | 17 | 4 | 29 | 20 | 3 | 34 |
Avg Bars in Losers | 64 | 17 | 150 | 45 | 14 | 98 |
Bars Traded | 3636 | 509 | 3127 | 3636 | 509 | 3127 |
Profit Streak | 16.3653 | 112.8653 | 16.3653 | 16.3653 | 112.8653 | 16.3653 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574682 | -226518 | -707545 | 527621 | -112063 | -117351 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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